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Methods for Simulating Multi-dimensional Data for Financial Services Recommendation

Author

Listed:
  • Vasil Marchev

    (University of National and World Economy, Sofia, Bulgaria)

  • Angel Marchev Jr

    (University of National and World Economy, Sofia, Bulgaria)

Abstract

This study is part of bigger research about self-learning systems for management of individualized investment portfolios. In this research we present several approaches for generating multi-dimensional synthetic data in conformity with the business logic, correlations, previous datasets, concatenation, neural networks, etc. Each approach is described algorithmically, and a brief comparative analysis is conducted at the conclusion of the paper. All described approaches rely to a different extend on real data as input Ð whether aggregated distribution or partially available real data to be enriched horizontally or vertically.

Suggested Citation

  • Vasil Marchev & Angel Marchev Jr, 2021. "Methods for Simulating Multi-dimensional Data for Financial Services Recommendation," Bulgarian Economic Papers bep-2021-02, Faculty of Economics and Business Administration, Sofia University St Kliment Ohridski - Bulgaria // Center for Economic Theories and Policies at Sofia University St Kliment Ohridski, revised Feb 2021.
    • Handle: RePEc:sko:wpaper:bep-2021-02
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    File URL: https://www.uni-sofia.bg/index.php/eng/content/download/246436/1627442/file/BEP-2021-02.pdf
    File Function: First version, 2021
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    More about this item

    Keywords

    self-learning systems; synthetic data; individualized investment portfolios.;
    All these keywords.

    JEL classification:

    • C63 - Mathematical and Quantitative Methods - - Mathematical Methods; Programming Models; Mathematical and Simulation Modeling - - - Computational Techniques
    • C81 - Mathematical and Quantitative Methods - - Data Collection and Data Estimation Methodology; Computer Programs - - - Methodology for Collecting, Estimating, and Organizing Microeconomic Data; Data Access
    • G29 - Financial Economics - - Financial Institutions and Services - - - Other

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